Interest Rates Products

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CME Group’s Interest Rate products span the entire U.S. dollar-denominated yield curve including futures and options on the most widely followed U.S. Interest Rate benchmarks: Eurodollars, U.S. Treasury Securities, 30-Day Fed Funds, and Interest Rate Swaps.

We provide customers around the world with safe, efficient means for managing interest rate risk.

All market data contained within the CME Group website should be considered as a reference only and should not be used as validation against, nor as a complement to, real-time market data feeds.

Product Code Contract Last Change Chart Open High Low Globex Vol
Eurodollar Futures GEH7 MAR 2017 MAR 2017 98.945 -0.015 Show Price Chart 98.955 98.96 98.945 158,061
10-Year T-Note Futures ZNH7 MAR 2017 MAR 2017 124'005 -0'165 Show Price Chart 124'115 124'180 123'280 1,238,184
Ultra 10-Year U.S. Treasury Note Futures TNH7 MAR 2017 MAR 2017 133'120 -0'270 Show Price Chart 133'305 134'060 133'070 87,730
30 Day Federal Funds Futures ZQF7 JAN 2017 JAN 2017 99.355 -0.005 Show Price Chart 99.355 99.36 99.355 1,037
5-Year USD MAC Swap Futures F1UZ6 DEC 2016 97'315 -0'100 Show Price Chart 98'045 98'080 97'305 2,367
10-Year USD MAC Swap Futures N1UZ6 DEC 2016 94'105 -0'235 Show Price Chart 94'265 94'295 94'080 1,957
Product Code Contract Last Change Chart Open High Low Globex Vol
Eurodollar Futures GEZ6 DEC 2016 DEC 2016 99.01 -0.005 Show Price Chart 99.0125 99.015 99.01 146,184
Eurodollar Futures GEH7 MAR 2017 MAR 2017 98.945 -0.015 Show Price Chart 98.955 98.96 98.945 158,061
Eurodollar Futures GEM7 JUN 2017 JUN 2017 98.805 -0.025 Show Price Chart 98.82 98.83 98.805 166,290
Eurodollar Futures GEU7 SEP 2017 SEP 2017 98.705 -0.03 Show Price Chart 98.725 98.73 98.705 188,689
Eurodollar Futures GEZ7 DEC 2017 DEC 2017 98.565 -0.035 Show Price Chart 98.595 98.60 98.565 297,353
Eurodollar Futures GEH8 MAR 2018 MAR 2018 98.465 -0.04 Show Price Chart 98.49 98.50 98.46 229,788
Eurodollar Futures GEM8 JUN 2018 JUN 2018 98.35 -0.045 Show Price Chart 98.385 98.39 98.345 175,400
Eurodollar Futures GEU8 SEP 2018 SEP 2018 98.235 -0.055 Show Price Chart 98.275 98.285 98.235 160,131
30 Day Federal Funds Futures ZQF7 JAN 2017 JAN 2017 99.355 -0.005 Show Price Chart 99.355 99.36 99.355 1,037
2-Year Eurodollar Bundle Futures BU2Z6 DEC 2016 DEC 2016 - - Show Price Chart - - - 0
3-Year Eurodollar Bundle Futures BU3Z6 DEC 2016 DEC 2016 - - Show Price Chart - - - 0
5-Year Eurodollar Bundle Futures BU5Z6 DEC 2016 DEC 2016 - - Show Price Chart - - - 0

All market data contained within the CME Group website should be considered as a reference only and should not be used as validation against, nor as a complement to, real-time market data feeds.

Product Code Contract Last Change Chart Open High Low Globex Vol
2-Year T-Note Futures ZTH7 MAR 2017 MAR 2017 108'125 -0'015 Show Price Chart 108'132 108'145 108'120 211,086
5-Year T-Note Futures ZFH7 MAR 2017 MAR 2017 117'230 -0'087 Show Price Chart 117'285 118'002 117'205 612,961
10-Year T-Note Futures ZNH7 MAR 2017 MAR 2017 124'005 -0'165 Show Price Chart 124'115 124'180 123'280 1,238,184
Ultra 10-Year U.S. Treasury Note Futures TNH7 MAR 2017 MAR 2017 133'120 -0'270 Show Price Chart 133'305 134'060 133'070 87,730
Ultra U.S. Treasury Bond Futures UBH7 MAR 2017 MAR 2017 157'07 -2'05 Show Price Chart 158'26 159'04 156'28 72,422
U.S. Treasury Bond Futures ZBH7 MAR 2017 MAR 2017 148'09 -1'22 Show Price Chart 149'17 149'23 148'00 227,038

All market data contained within the CME Group website should be considered as a reference only and should not be used as validation against, nor as a complement to, real-time market data feeds.

Product Code Contract Last Change Chart Open High Low Globex Vol
2-Year USD MAC Swap Futures T1UZ6 DEC 2016 - - Show Price Chart - - - 0
5-Year USD MAC Swap Futures F1UZ6 DEC 2016 97'315 -0'100 Show Price Chart 98'045 98'080 97'305 2,367
7-Year USD MAC Swap Futures S1UZ6 DEC 2016 - - Show Price Chart - - - 0
10-Year USD MAC Swap Futures N1UZ6 DEC 2016 94'105 -0'235 Show Price Chart 94'265 94'295 94'080 1,957
20-Year USD MAC Swap Futures E1UZ6 DEC 2016 - - Show Price Chart - - - 0
30-Year USD MAC Swap Futures B1UZ6 DEC 2016 91'10 -0'29 Show Price Chart 91'09 91'10 91'08 132
2-Year Euro MAC Swap Futures T1EZ6 DEC 2016 - - Show Price Chart - - - 0

All market data contained within the CME Group website should be considered as a reference only and should not be used as validation against, nor as a complement to, real-time market data feeds.

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